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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+3.99%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$49.2B
AUM Growth
+$4.3B
Cap. Flow
+$2.65B
Cap. Flow %
5.38%
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$115M
2
MSFT icon
Microsoft
MSFT
+$86.2M
3
GLD icon
SPDR Gold Trust
GLD
+$61.3M
4
AMZN icon
Amazon
AMZN
+$60.3M
5
DD icon
DuPont de Nemours
DD
+$40.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$350M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$157M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$58.6M
4
AXP icon
American Express
AXP
+$52.9M
5
EWY icon
iShares MSCI South Korea ETF
EWY
+$47.7M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.76%
2 Technology 0.67%
3 Financials 0.55%
4 Materials 0.33%
5 Industrials 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NBIS
2451
PUT
Nebius Group N.V.
NBIS
$47.7B
$33K ﹤0.01%
2,100
-37,000
-95% -$554K
HSNI
2452
DELISTED
HSN, Inc.
HSNI
$33K ﹤0.01%
+651
New +$35.5K
NLSN
2453
PUT
DELISTED
Nielsen Holdings plc
NLSN
$33K ﹤0.01%
700
-3,100
-82% -$145K
BR icon
2454
PUT
Broadridge
BR
$19B
$32K ﹤0.01%
600
+500
+500% +$28K
DVN icon
2455
PUT
Devon Energy
DVN
$47.3B
$32K ﹤0.01%
1,000
-54,000
-98% -$2.22M
EPAM icon
2456
CALL
EPAM Systems
EPAM
$5.03B
$32K ﹤0.01%
+400
New +$31.2K
HLT icon
2457
Hilton Worldwide
HLT
$71.5B
$32K ﹤0.01%
492
-11,246
-96% -$799K
IBN icon
2458
CALL
ICICI Bank
IBN
$108B
$32K ﹤0.01%
+4,400
New +$33.1K
IMAX icon
2459
CALL
IMAX
IMAX
$2.66B
$32K ﹤0.01%
+900
New +$33.7K
ITB icon
2460
PUT
iShares US Home Construction ETF
ITB
$2.35B
$32K ﹤0.01%
+1,200
New +$33.1K
OLED icon
2461
CALL
Universal Display
OLED
$4.19B
$32K ﹤0.01%
600
-4,300
-88% -$190K
TEL icon
2462
CALL
TE Connectivity
TEL
$62.6B
$32K ﹤0.01%
500
-8,700
-95% -$561K
XRX icon
2463
PUT
Xerox
XRX
$425M
$32K ﹤0.01%
1,139
+152
+15% +$4.08K
ZEN
2464
CALL
DELISTED
ZENDESK INC
ZEN
$32K ﹤0.01%
1,200
– –
CVC
2465
PUT
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$32K ﹤0.01%
1,000
-16,600
-94% -$525K
BDC icon
2466
Belden
BDC
$5.19B
$31K ﹤0.01%
+646
New +$35.5K
JOYY
2467
CALL
JOYY Inc
JOYY
$3.75B
$31K ﹤0.01%
+500
New +$29.7K
BRCD
2468
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$31K ﹤0.01%
+3,423
New +$33.6K
GLIN icon
2469
VanEck India Growth Leaders ETF
GLIN
$95.5M
$30K ﹤0.01%
696
+695
+69,500% +$29.9K
IRM icon
2470
CALL
Iron Mountain
IRM
$36.1B
$30K ﹤0.01%
1,100
+1,000
+1,000% +$29.3K
RSG icon
2471
Republic Services
RSG
$65.7B
$30K ﹤0.01%
676
+304
+82% +$13.3K
SCO icon
2472
ProShares UltraShort Bloomberg Crude Oil
SCO
$728M
$30K ﹤0.01%
6
-450
-99% -$1.82M
SPWR
2473
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$30K ﹤0.01%
+1,527
New +$25.5K
INFO
2474
PUT
DELISTED
IHS Markit Ltd. Common Shares
INFO
$30K ﹤0.01%
+1,000
New +$29.7K
MXIM
2475
CALL
DELISTED
Maxim Integrated Products
MXIM
$30K ﹤0.01%
800
-15,800
-95% -$604K
97 98
99
100 101

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HF
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Parallax Volatility Advisers's Q4 2015 Portfolio in Review

As of Q4 2015, Parallax Volatility Advisers held 4,791 positions worth $49.2B, up 9.6% from $44.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Parallax Volatility Advisers deployed $2.65B of net new capital in Q4 2015, opening 724 new positions and adding to 1,056 existing holdings. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.76% of assets, down from 0.8% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $350M trimmed.

  • Parallax Volatility Advisers's largest Q4 2015 buy was Twitter, Inc.: 1,017,122 shares worth $23.5M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $115M increase.
  • Parallax Volatility Advisers's biggest Q4 2015 reduction was iShares Russell 2000 ETF, cutting an estimated $350M.
  • Parallax Volatility Advisers fully exited AT&T in Q4 2015, selling an estimated $31.3M.
  • Parallax Volatility Advisers's ten largest holdings make up 48% of its $49.2B portfolio in Q4 2015.
  • Parallax Volatility Advisers opened 724 new positions and closed 663 in Q4 2015.
  • Parallax Volatility Advisers's portfolio value rose 9.6% quarter-over-quarter to $49.2B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2015, filed 16 Feb 2016.